The Manchester City manager has not lifted silverware since his Villarreal side emerged victorious in the Intertoto Cup in 2004.

And Pellegrini, who has never won a major honour during his time in Europe, could be just 270 minutes away from ending his long wait.

City play the first leg of their Capital One Cup semi-final against West Ham on Wednesday, with either Manchester United or Sunderland lying in wait if City can get past Sam Allardyce’s side.

But Pellegrini said: “After we beat West Ham we can talk about the final at Wembley, but we have two steps more to beat West Ham here and then in London.”

City chief executive Ferran Soriano said last summer that the club is aiming to win at least five trophies in the next five years.

And Pellegrini’s team are still in the FA Cup and the Champions League as well as lying second in the Premier League.

But the Chilean added: “We are not thinking about the four trophies. We are just thinking about winning the next game we have to play. It is one of the two games of the semi-final of Capital One and we are going to have to have a very good performance to try to win against West Ham.”

City have recorded a series of emphatic home wins this season and another could put the tie to bed but Pellegrini believes there will be plenty to play for at Upton Park in the return fixture.

He said: “We are thinking first to win. We have the second leg to play and in football it is never finished.”

West Ham manager Sam Allardyce has expressed an interest in signing City defender Joleon Lescott, who is out of contract in the summer, but Pellegrini said he is yet to make an offer.

He explained: “For the moment, [there is] no news about the [transfer] window."